Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48960.77 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42277.17 Kr¶

PnL: ---------------------------------------> -156.11 Kr¶

DD now: ---------------------------------> -7.83 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:46:11.540914'

Anic Portfolio¶

Today¶

Return: -0.694 %¶

This Week¶

Return: -0.694 %¶

Total portfolio value¶

Return including deposits: 60.285 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1664.100000 196.560000 13.390000 1467.540000
Orrön Energy 180 0.970000 2060.100000 22.500000 1.100000 2037.600000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
JM 6 1.600000 876.000000 13.800000 1.600000 862.200000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
Catena 2 1.570000 802.000000 12.400000 1.570000 789.600000
BioGaia B 8 1.120000 938.400000 10.400000 1.120000 928.000000
Sagax B 4 1.170000 862.000000 10.000000 1.170000 852.000000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
Clas Ohlson B 12 0.190000 972.600000 1.800000 0.190000 970.800000
EQT 4 0.140000 830.800000 1.200000 0.140000 829.600000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
SKF B 5 -0.320000 935.000000 -3.000000 -0.320000 938.000000
Hexatronic Group 12 -0.420000 960.480000 -4.080000 -0.420000 964.560000
Byggmax Group 33 -0.690000 947.760000 -6.600000 -0.690000 954.360000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Alimak Group 11 -1.780000 909.700000 -16.500000 -1.780000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.750000 893.200000 -25.300000 -2.750000 918.500000
Latour B 4 -3.320000 826.800000 -28.400000 -3.320000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Indutrade 5 -2.920000 1179.000000 -35.500000 -2.920000 1214.500000
Hexagon B 26 -1.240000 3408.600000 -42.900000 -1.240000 3451.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
BHG Group 97 -4.800000 1386.130000 -68.870000 -4.730000 1455.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42277.170000 -156.110000 -7.83048% 42433.280000

Updated:¶

'2023-07-03 12:46:28.063770'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶